Combine yeast and warm water in a bowl and let sit 5 minutes. Mix in milk and molasses. Stir in 3 cups flour, cornmeal, margarine, sage, and salt. Lay dough in a lightly floured surface and knead about 10 minutes or until it is smooth and elastic. Mix in the rest of the flour, 1 tablespoon at a time so dough does not stick.

Put dough in a cooking spray coated bowl and flip to cover top. Cover and let rise in a warm place for 1 hour or until dough has doubled.

Separate dough into 18 sections and form into balls, one at a time, with others covered so they do not dry out. Lay balls at least 2 inches apart on a baking sheet coated with cooking spray. Cover and let rise 30 minutes or until doubled.

Preheat oven to 350 degrees F.

Uncover dough and make an X on the top of each ball. Whisk together water and egg and brush on each ball. Bake 13 minutes or until lightly browned.